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functime-org/functime

A Python library for global forecasting and time-series feature extraction on large panel datasets, built on Polars for parallel processing.

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functime is a time-series machine learning library focused on global forecasting and automated feature extraction for panel data. It provides preprocessing transforms, cross-validation splitters (expanding/sliding windows), and forecast metrics like MASE and SMAPE. Built as lazy Polars transforms to enable embarrassingly parallel computation across thousands of time series.

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